+215.9%
RTX vs DOCU
+80.0%
+135.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | -5.2% | +6.9% | -12.0% | -5.6% |
| 30D | -9.4% | +19.0% | -28.4% | -10.6% |
| 3M | +12.3% | +34.3% | -22.0% | +9.7% |
| 6M | -3.1% | +48.0% | -51.1% | -6.3% |
| YTD | +10.7% | 0.0% | +10.7% | +10.1% |
| 1Y | +28.4% | -10.3% | +38.7% | +28.5% |
| 3Y | +147.1% | +32.4% | +114.7% | +136.1% |
| 5Y | +167.2% | -77.9% | +245.2% | +180.8% |
| All | +215.9% | +80.0% | +135.9% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling